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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.36%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.2B
AUM Growth
+$1.5B
Cap. Flow
+$1.8B
Cap. Flow %
3.51%
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$222M
2
VNQ icon
Vanguard Real Estate ETF
VNQ
+$80.1M
3
IWB icon
iShares Russell 1000 ETF
IWB
+$51.3M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$40.5M
5
MSFT icon
Microsoft
MSFT
+$39.9M

Top Sells

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
LO
LORILLARD INC COM STK
LO
+$65.3M
3
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.7M
4
AMX icon
America Movil
AMX
+$47.4M
5
RGP
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
+$27.3M

Sector Composition

Rank Sector Weight
1 Financials 13.58%
2 Healthcare 13.18%
3 Technology 12.66%
4 Industrials 8.85%
5 Consumer Discretionary 8.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TTI icon
2001
TETRA Technologies
TTI
$1.14B
$1.98M ﹤0.01%
309,862
+27,454
+10% +$185K
FET icon
2002
Forum Energy Technologies
FET
$708M
$1.98M ﹤0.01%
4,871
+1,024
+27% +$439K
PFPT
2003
DELISTED
Proofpoint, Inc.
PFPT
$1.97M ﹤0.01%
30,982
-7,256
-19% -$427K
NWLIA
2004
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.97M ﹤0.01%
8,237
+398
+5% +$95.3K
TNC icon
2005
Tennant Co
TNC
$1.43B
$1.97M ﹤0.01%
30,155
-9,715
-24% -$636K
UNT
2006
DELISTED
UNIT Corporation
UNT
$1.97M ﹤0.01%
72,626
+11,587
+19% +$365K
IVR icon
2007
Invesco Mortgage Capital
IVR
$759M
$1.97M ﹤0.01%
13,739
+2,653
+24% +$415K
RUTH
2008
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.95M ﹤0.01%
121,145
-1,948
-2% -$29.7K
PERY
2009
DELISTED
Perry Ellis International Inc
PERY
$1.95M ﹤0.01%
82,148
-171
-0.2% -$4.22K
RAS
2010
DELISTED
RAIT Financial Trust
RAS
$1.95M ﹤0.01%
319,575
+33,133
+12% +$217K
SMCI icon
2011
Super Micro Computer
SMCI
$18.4B
$1.95M ﹤0.01%
660,050
-501,620
-43% -$1.65M
ADAM
2012
Adamas Trust
ADAM
$815M
$1.95M ﹤0.01%
65,135
+27,758
+74% +$870K
FIZZ icon
2013
National Beverage
FIZZ
$2.96B
$1.95M ﹤0.01%
173,118
+40,378
+30% +$454K
CCC
2014
DELISTED
Calgon Carbon Corp
CCC
$1.94M ﹤0.01%
100,263
-1,855
-2% -$39.7K
SLH
2015
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$1.94M ﹤0.01%
43,534
-11,972
-22% -$589K
NTK
2016
DELISTED
NORTEK INC COM NEW (DE)
NTK
$1.94M ﹤0.01%
23,301
-602
-3% -$50.9K
LBRDK icon
2017
Liberty Broadband Class C
LBRDK
$4.88B
$1.93M ﹤0.01%
37,793
+1,260
+3% +$67.1K
SUBC
2018
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.93M ﹤0.01%
197,635
+14,028
+8% +$137K
TK icon
2019
Teekay
TK
$1.01B
$1.93M ﹤0.01%
45,085
+1,149
+3% +$54.4K
HF
2020
DELISTED
HFF Inc.
HF
$1.93M ﹤0.01%
46,269
-1,690
-4% -$68.2K
TSRO
2021
DELISTED
TESARO, Inc.
TSRO
$1.93M ﹤0.01%
32,847
-213
-0.6% -$12.2K
MUB icon
2022
iShares National Muni Bond ETF
MUB
$45.1B
$1.93M ﹤0.01%
17,823
-436
-2% -$47.5K
ROSE
2023
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.92M ﹤0.01%
83,149
+17,313
+26% +$395K
BSMX
2024
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$1.92M ﹤0.01%
209,848
+10,856
+5% +$109K
DYN
2025
DELISTED
Dynegy, Inc.
DYN
$1.92M ﹤0.01%
65,616
+1,728
+3% +$56.2K
79 80
81
82 83

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q2 2015 Portfolio in Review

As of Q2 2015, Parametric Portfolio Associates held 4,130 positions worth $51.2B, up 3% from $49.7B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $1.8B of net new capital in Q2 2015, opening 182 new positions and adding to 2,226 existing holdings. Its largest new stake was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was America Movil, an estimated $47.4M trimmed.

  • Parametric Portfolio Associates's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q2 2015, an estimated $222M increase.
  • Parametric Portfolio Associates's biggest Q2 2015 reduction was America Movil, cutting an estimated $47.4M.
  • Parametric Portfolio Associates fully exited First Trust Enhanced Short Maturity ETF in Q2 2015, selling an estimated $77.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $51.2B portfolio in Q2 2015.
  • Parametric Portfolio Associates opened 182 new positions and closed 156 in Q2 2015.
  • Parametric Portfolio Associates's portfolio value rose 3% quarter-over-quarter to $51.2B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2015, filed 14 Aug 2015.